OPTIMAL EXERCISE PRICE OF AMERICAN OPTIONS NEAR EXPIRY (Q3057465): Difference between revisions
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | OPTIMAL EXERCISE PRICE OF AMERICAN OPTIONS NEAR EXPIRY |
scientific article |
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OPTIMAL EXERCISE PRICE OF AMERICAN OPTIONS NEAR EXPIRY (English)
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24 November 2010
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American put option
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local volatility model
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singular perturbation
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optimal exercise price
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